For the specific drug amitriptyline, it may take several weeks to take effect per the description from their website. Don't give up, just keep taking the medication as most drugs need a little time to take effect.
Here is the link for more information about amitriptyline. http://www.ncbi.nlm.nih.gov/pubmedhealth/PMH0000666
I hope this helps. Good luck, keep us posted.